Diagonal Frog Meets ADI: Trading Matrix Exponentials for Rational Maps in the Fokker-Planck Equation
Year: 2026
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.7342160
Authors: Andrey Itkin, Rakhymzhan Kazbek
Institutions: New York University, Umeå University
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7204246590